MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,061
COMMITMENTS
671 2,119 599 13,042 10,812 14,312 13,530 5,749 6,531
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 426)
-121 -17 151 350 109 380 243 46 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 10.6 3.0 65.0 53.9 71.3 67.4 28.7 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 7 18 16 27 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 111,504
COMMITMENTS
22,732 22,453 23,106 49,657 32,556 95,495 78,115 16,009 33,389
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,874)
2,433 1,392 -96 1,713 1,597 4,050 2,893 -176 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 20.1 20.7 44.5 29.2 85.6 70.1 14.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
51 45 59 26 40 126 111
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,085
COMMITMENTS
584 347 7 25 46 616 400 469 685
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.8 32.0 0.6 2.3 4.2 56.8 36.9 43.2 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 3 1 2 13 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 154,724
COMMITMENTS
43,581 24,243 20,516 71,337 69,455 135,434 114,214 19,290 40,510
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 6,043)
4,688 2,006 781 169 2,082 5,638 4,869 405 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 15.7 13.3 46.1 44.9 87.5 73.8 12.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
64 46 56 62 105 159 189
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,808
COMMITMENTS
1,243 1,048 132 658 885 2,033 2,065 1,775 1,743
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -1)
13 -469 50 15 340 78 -79 -79 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 27.5 3.5 17.3 23.2 53.4 54.2 46.6 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 15 7 12 15 31 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,350
COMMITMENTS
12,217 2,985 4,677 7,896 9,814 24,790 17,476 5,560 12,874
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,287)
36 40 147 592 996 775 1,183 512 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 9.8 15.4 26.0 32.3 81.7 57.6 18.3 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
45 23 26 39 48 104 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 110,057
COMMITMENTS
50,520 7,424 689 24,420 85,327 75,629 93,440 34,428 16,617
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -38,114)
4,984 -11,609 -2,042 -38,389 -18,895 -35,447 -32,546 -2,667 -5,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 6.7 0.6 22.2 77.5 68.7 84.9 31.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
28 15 6 18 25 49 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 76,757
COMMITMENTS
6,138 49,869 0 64,282 6,296 70,420 56,165 6,337 20,592
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 19,559)
3,650 16,471 0 18,692 -432 22,342 16,039 -2,783 3,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 65.0 0.0 83.7 8.2 91.7 73.2 8.3 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 26 0 16 6 20 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,975
COMMITMENTS
40,077 7,415 53 34,851 66,808 74,981 74,276 4,994 5,699
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,366)
257 2,898 -74 5,870 3,098 6,053 5,922 -687 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 9.3 0.1 43.6 83.5 93.8 92.9 6.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
40 9 1 14 18 55 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,440
COMMITMENTS
27,581 25,018 63 30,404 35,853 58,048 60,934 19,392 16,506
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 9,655)
3,009 11,024 59 7,916 -5,315 10,984 5,768 -1,329 3,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 32.3 0.1 39.3 46.3 75.0 78.7 25.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 12 2 16 16 35 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 138,571
COMMITMENTS
13,469 72,535 43 101,617 33,591 115,129 106,169 23,442 32,402
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 10,721)
1,515 12,952 0 8,066 -5,868 9,581 7,084 1,140 3,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 52.3 0.0 73.3 24.2 83.1 76.6 16.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 40 2 25 16 45 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 135,698
COMMITMENTS
32,927 34,530 1,192 64,263 56,575 98,382 92,297 37,316 43,401
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 17,032)
3,875 4,050 360 11,322 9,119 15,557 13,529 1,475 3,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 25.4 0.9 47.4 41.7 72.5 68.0 27.5 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 30 10 28 21 66 56
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 36,616
COMMITMENTS
9,330 2,528 6 19,676 25,688 29,012 28,222 7,604 8,394
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,964)
1,366 -954 -279 3,564 4,706 4,651 3,473 1,313 2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 6.9 0.0 53.7 70.2 79.2 77.1 20.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 13 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,857,468
COMMITMENTS
859,436 790,429 960,281 5179455 4678397 6999172 6429107 858,296 1428361
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 396,559)
-6,081 77,646 105,528 243,680 137,005 343,127 320,179 53,432 76,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 10.1 12.2 65.9 59.5 89.1 81.8 10.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
44 66 90 115 144 211 256
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 635,113
COMMITMENTS
49,354 60,436 2,145 451,003 470,522 502,502 533,103 132,611 102,010
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,497)
3,901 3,926 -572 -10,300 5,533 -6,971 8,887 10,468 -5,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 9.5 0.3 71.0 74.1 79.1 83.9 20.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
32 35 16 79 63 120 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 948,507
COMMITMENTS
180,570 236,800 10,447 492,962 599,141 683,979 846,388 264,528 102,119
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 46,028)
27,619 -22,500 -12,089 44,795 48,691 60,325 14,102 -14,297 31,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 25.0 1.1 52.0 63.2 72.1 89.2 27.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
36 57 13 60 51 106 111
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,621
COMMITMENTS
1,786 427 0 6,992 11,469 8,778 11,896 3,843 725
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 120)
235 0 0 436 341 671 341 -551 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 3.4 0.0 55.4 90.9 69.6 94.3 30.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 0 20 16 24 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,029
COMMITMENTS
6,197 5,108 68 19,947 20,245 26,212 25,421 3,817 4,608
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,974)
169 1,079 68 2,422 2,378 2,659 3,525 315 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 17.0 0.2 66.4 67.4 87.3 84.7 12.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 1 18 18 22 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,422
COMMITMENTS
5,518 12,776 243 29,878 34,721 35,639 47,740 20,783 8,682
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 4,694)
-302 986 243 -736 1,822 -795 3,051 5,489 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 22.6 0.4 53.0 61.5 63.2 84.6 36.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 19 1 31 23 42 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 265,593
COMMITMENTS
88,509 85,325 2,832 160,231 103,627 251,572 191,784 14,021 73,809
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 34,871)
-12,081 13,409 321 47,777 -5,020 36,017 8,710 -1,146 26,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 32.1 1.1 60.3 39.0 94.7 72.2 5.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
47 58 8 43 31 95 92
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,181
COMMITMENTS
23,527 582 0 16,703 54,112 40,230 54,694 22,951 8,487
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -15,451)
-12,674 582 0 343 -18,499 -12,331 -17,917 -3,120 2,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 0.9 0.0 26.4 85.6 63.7 86.6 36.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 1 0 9 14 25 15
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,597
COMMITMENTS
672 5,889 0 26,164 21,198 26,836 27,087 4,761 4,510
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 421)
-506 212 0 425 345 -81 557 502 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 18.6 0.0 82.8 67.1 84.9 85.7 15.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 14 0 30 28 31 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 220,599
COMMITMENTS
13,753 49,126 349 199,484 157,945 213,586 207,420 7,013 13,179
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 7,038)
-2,827 -1,287 141 10,159 6,125 7,473 4,979 -435 2,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 22.3 0.2 90.4 71.6 96.8 94.0 3.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
19 37 2 34 48 54 86
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,548
COMMITMENTS
20,244 19,355 249 20,250 26,965 40,743 46,569 11,805 5,979
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,388)
1,488 742 142 2,196 2,816 3,826 3,700 1,562 1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 36.8 0.5 38.5 51.3 77.5 88.6 22.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 19 2 21 18 52 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 33,706
COMMITMENTS
11,050 1,873 321 19,362 2,038 30,733 4,232 2,973 29,474
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -583)
-1,415 340 85 2,401 548 1,071 973 -1,654 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 5.6 1.0 57.4 6.0 91.2 12.6 8.8 87.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 3 1 9 3 21 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,119
COMMITMENTS
2,284 2,696 0 16,105 30,712 18,389 33,408 19,730 4,711
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -1,276)
-525 0 0 638 -381 113 -381 -1,389 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 7.1 0.0 42.2 80.6 48.2 87.6 51.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 9 0 16 23 20 32
Updated September 30, 2005